+274.9%
TEVA vs OUST
-62.6%
+337.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.5% |
| 7D | -1.7% | +4.0% | -5.8% | -2.0% |
| 30D | +2.0% | -14.0% | +15.9% | +2.9% |
| 3M | +7.0% | -5.9% | +12.9% | +5.6% |
| 6M | +17.0% | +76.4% | -59.4% | +8.6% |
| YTD | +18.1% | +67.5% | -49.4% | +9.5% |
| 1Y | +87.2% | +27.1% | +60.1% | +75.2% |
| 3Y | +283.1% | +619.0% | -336.0% | +183.9% |
| 5Y | +298.4% | -54.9% | +353.3% | +247.7% |
| All | +274.9% | -62.6% | +337.5% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling